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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1754	3.22***
α ARCH Response to squared shocks	0.0519	19.58***
β GARCH Volatility persistence	0.9873	230.35***
ν DF Student-t tail thickness	5.0082	4.19***

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abrdn Physical Gold Shares ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other abrdn Physical Gold Shares ETF Analyses